+74.4%
CNP vs RBA
+45.3%
+29.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.1% | -2.9% | +4.0% | +1.5% |
| 30D | -1.8% | -12.3% | +10.5% | 0.0% |
| 3M | -4.6% | -20.5% | +15.9% | -1.6% |
| 6M | -8.8% | -18.5% | +9.7% | -6.4% |
| YTD | +5.2% | -18.2% | +23.5% | +7.5% |
| 1Y | +8.3% | -27.5% | +35.8% | +12.9% |
| 3Y | +54.9% | +38.1% | +16.8% | +42.2% |
| All | +74.4% | +45.3% | +29.2% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling